Discriminating between stationary and time-varying autoregressive (TVAR) models in array processing

被引：0
|
作者：
Abramovich, Y. I. [1 ]
Turley, M. D. E. [1 ]
Spencer, N. K. [2 ]
机构：
[1] DSTO, Labs 200, ISRD, POB 1500, Edinburgh, SA 5111, Australia
[2] DSTO, Labs 200, ISRD, Cooperat Res Ctr Sensor Signal & Informat Proc, Edinburgh, SA 5111, Australia
来源：
2006 IEEE SENSOR ARRAY AND MULTICHANNEL SIGNAL PROCESSING WORKSHOP PROCEEDINGS, VOLS 1 AND 2 | 2006年
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D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
For a set of T independent N-variate Gaussian training samples (T < N), we derive a test for discriminating between stationary autoregressive models of order m, AR(m), and time-varying autoregressive models of order m, TVAR(m).
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页码：132 / +
页数：3
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